+504.9%
P vs PNC
+267.2%
+237.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +4.9% |
| 7D | -9.6% | -0.2% | -9.5% | -9.3% |
| 30D | -33.4% | +6.5% | -39.9% | -35.5% |
| 3M | +14.2% | -7.6% | +21.8% | +19.1% |
| 6M | +31.6% | +8.5% | +23.1% | +25.4% |
| YTD | +53.5% | +14.5% | +39.0% | +41.9% |
| 1Y | +14.2% | +29.7% | -15.5% | -1.9% |
| 3Y | +190.5% | +115.7% | +74.9% | +85.9% |
| 5Y | +256.3% | +34.6% | +221.7% | +188.0% |
| 10Y | +707.9% | +217.8% | +490.0% | +271.5% |
| All | +504.9% | +267.2% | +237.7% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling